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Fundamentals of futures and options markets / John C. Hull.

By: Hull, John, 1946-.
Publisher: Upper Saddle River, NJ : Pearson Prentice Hall, 2005Edition: 5th ed. International ed.Description: xxi, 550p. : ill. ; 26 cm + 1 CD-Rom.ISBN: 0131273949; 9780131273948.Subject(s): Futures market -- Problems, exercises, etc | Futures market | Options (Finance)DDC classification:
Contents:
Ch. 1. Introduction -- Ch. 2. Mechanics of futures markets -- Ch. 3. Hedging strategies using futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest rate futures -- Ch. 7. Swaps -- Ch. 8. Mechanics of options markets -- Ch. 9. Properties of stock options -- Ch. 10. Trading strategies involving options -- Ch. 11. Introduction to binomial trees -- Ch. 12. Valuing stock options : the black-scholes model -- Ch. 13. Options on stock indices and currencies -- Ch. 14. Futures options -- Ch. 15. The Greek letters -- Ch. 16. Valuation using binomial trees -- Ch. 17. Volatility smiles -- Ch. 18. Value at risk -- Ch. 19. Interest rate options -- Ch. 20. Exotic options and other nonstandard products -- Ch. 21. Credit derivatives -- Ch. 22. Weather, energy, and insurance derivatives -- Ch. 23. Derivatives mishaps and what we can learn form them.
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Item type Current location Collection Call number Status Date due Barcode
Accompany Materials Accompany Materials USJ Library - Ilha Verde Campus
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Multimedia Collection 332.644 HUL 2005 (Browse shelf) Available 24827
Book Book USJ Library - Ilha Verde Campus
General Circulation 332.644 HUL 2005 (Browse shelf) Available 01090
Book Book USJ Library - Ilha Verde Campus
General Circulation 332.644 HUL 2005 (Browse shelf) Available 01191
Book Book USJ Library - Ilha Verde Campus
General Circulation 332.644 HUL 2005 (Browse shelf) Available 01089

Includes bibliographical references and index.

Ch. 1. Introduction -- Ch. 2. Mechanics of futures markets -- Ch. 3. Hedging strategies using futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest rate futures -- Ch. 7. Swaps -- Ch. 8. Mechanics of options markets -- Ch. 9. Properties of stock options -- Ch. 10. Trading strategies involving options -- Ch. 11. Introduction to binomial trees -- Ch. 12. Valuing stock options : the black-scholes model -- Ch. 13. Options on stock indices and currencies -- Ch. 14. Futures options -- Ch. 15. The Greek letters -- Ch. 16. Valuation using binomial trees -- Ch. 17. Volatility smiles -- Ch. 18. Value at risk -- Ch. 19. Interest rate options -- Ch. 20. Exotic options and other nonstandard products -- Ch. 21. Credit derivatives -- Ch. 22. Weather, energy, and insurance derivatives -- Ch. 23. Derivatives mishaps and what we can learn form them.

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